CME Canadian Dollar Future September 2015
| Trading Metrics calculated at close of trading on 13-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2015 |
13-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7931 |
0.7939 |
0.0008 |
0.1% |
0.7990 |
| High |
0.7955 |
0.7943 |
-0.0012 |
-0.2% |
0.8055 |
| Low |
0.7880 |
0.7895 |
0.0015 |
0.2% |
0.7880 |
| Close |
0.7929 |
0.7923 |
-0.0006 |
-0.1% |
0.7929 |
| Range |
0.0075 |
0.0048 |
-0.0027 |
-36.0% |
0.0175 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
251 |
267 |
16 |
6.4% |
1,667 |
|
| Daily Pivots for day following 13-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8042 |
0.7949 |
|
| R3 |
0.8016 |
0.7994 |
0.7936 |
|
| R2 |
0.7968 |
0.7968 |
0.7932 |
|
| R1 |
0.7946 |
0.7946 |
0.7927 |
0.7933 |
| PP |
0.7920 |
0.7920 |
0.7920 |
0.7914 |
| S1 |
0.7898 |
0.7898 |
0.7919 |
0.7885 |
| S2 |
0.7872 |
0.7872 |
0.7914 |
|
| S3 |
0.7824 |
0.7850 |
0.7910 |
|
| S4 |
0.7776 |
0.7802 |
0.7897 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8480 |
0.8379 |
0.8025 |
|
| R3 |
0.8305 |
0.8204 |
0.7977 |
|
| R2 |
0.8130 |
0.8130 |
0.7961 |
|
| R1 |
0.8029 |
0.8029 |
0.7945 |
0.7992 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7936 |
| S1 |
0.7854 |
0.7854 |
0.7913 |
0.7817 |
| S2 |
0.7780 |
0.7780 |
0.7897 |
|
| S3 |
0.7605 |
0.7679 |
0.7881 |
|
| S4 |
0.7430 |
0.7504 |
0.7833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8055 |
0.7880 |
0.0175 |
2.2% |
0.0065 |
0.8% |
25% |
False |
False |
349 |
| 10 |
0.8055 |
0.7809 |
0.0246 |
3.1% |
0.0065 |
0.8% |
46% |
False |
False |
301 |
| 20 |
0.8055 |
0.7777 |
0.0278 |
3.5% |
0.0076 |
1.0% |
53% |
False |
False |
244 |
| 40 |
0.8075 |
0.7777 |
0.0298 |
3.8% |
0.0066 |
0.8% |
49% |
False |
False |
224 |
| 60 |
0.8315 |
0.7777 |
0.0538 |
6.8% |
0.0066 |
0.8% |
27% |
False |
False |
174 |
| 80 |
0.8586 |
0.7777 |
0.0809 |
10.2% |
0.0058 |
0.7% |
18% |
False |
False |
138 |
| 100 |
0.8843 |
0.7777 |
0.1066 |
13.5% |
0.0049 |
0.6% |
14% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8147 |
|
2.618 |
0.8069 |
|
1.618 |
0.8021 |
|
1.000 |
0.7991 |
|
0.618 |
0.7973 |
|
HIGH |
0.7943 |
|
0.618 |
0.7925 |
|
0.500 |
0.7919 |
|
0.382 |
0.7913 |
|
LOW |
0.7895 |
|
0.618 |
0.7865 |
|
1.000 |
0.7847 |
|
1.618 |
0.7817 |
|
2.618 |
0.7769 |
|
4.250 |
0.7691 |
|
|
| Fisher Pivots for day following 13-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7922 |
0.7926 |
| PP |
0.7920 |
0.7925 |
| S1 |
0.7919 |
0.7924 |
|